OptionMetrics has organized a one-day conference, bringing together users and researchers from both academia and industry, to share ideas and increase understanding of the options markets. Come hear a full day of presentations on the latest research using OptionMetrics data!Keynote Speaker: Jim Gatheral

OptionMetrics is pleased to announce that noted author Jim Gatheral will join us as our keynote speaker at ORC2014. Jim Gatheral is professor of mathematics at Baruch College, CUNY teaching mostly courses in the Masters of Financial Engineering (MFE) program. Prior to joining the faculty of Baruch College, he spent 27 years in investment banking, latterly as Managing Director responsible for Equity Quantitative Research at Bank of America Merrill Lynch. He is currently co-editor-in-chief of Quantitative Finance, managing editor of IJTAF and an associate editor of the SIAM Journal on Financial Mathematics. His current research focus is on volatility modeling and modeling equity market microstructure for algorithmic trading. His best-selling book, The Volatility Surface: A Practitioner’s Guide (Wiley 2006) is one of the standard references on the subject of volatility modeling.